PREVIEW / futures_30min / 2015-03-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-01.parquet
  size:    19 KB
  rows:    503

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-03-01 18:00:00	ES	Futures	2214.69	2218.63	2214.42	2218.11	7158.0
2015-03-01 18:30:00	ES	Futures	2218.37	2218.37	2217.58	2217.84	1917.0
2015-03-01 19:00:00	ES	Futures	2217.84	2218.37	2217.32	2217.58	1709.0
2015-03-01 19:30:00	ES	Futures	2217.32	2217.58	2216.79	2216.79	1434.0
2015-03-01 20:00:00	ES	Futures	2217.05	2217.05	2215.48	2215.74	2934.0
2015-03-01 20:30:00	ES	Futures	2215.48	2215.74	2214.95	2215.48	1297.0
2015-03-01 21:00:00	ES	Futures	2215.21	2216.79	2215.21	2216.79	1203.0
2015-03-01 21:30:00	ES	Futures	2216.79	2216.79	2215.48	2215.48	620.0
2015-03-01 22:00:00	ES	Futures	2215.48	2216.53	2215.21	2216.0	665.0
2015-03-01 22:30:00	ES	Futures	2216.26	2216.53	2216.0	2216.26	422.0
2015-03-01 23:00:00	ES	Futures	2216.26	2216.53	2216.0	2216.26	327.0
2015-03-01 23:30:00	ES	Futures	2216.26	2216.53	2216.0	2216.26	335.0
2015-03-01 18:00:00	NQ	Futures	5224.13	5230.3	5223.25	5229.12	1064.0
2015-03-01 18:30:00	NQ	Futures	5229.12	5232.94	5227.65	5230.0	612.0
2015-03-01 19:00:00	NQ	Futures	5230.3	5231.18	5229.42	5229.71	193.0
2015-03-01 19:30:00	NQ	Futures	5230.0	5230.0	5228.53	5229.12	176.0
2015-03-01 20:00:00	NQ	Futures	5228.53	5229.12	5226.19	5226.19	385.0
2015-03-01 20:30:00	NQ	Futures	5226.19	5227.07	5225.3	5225.89	183.0
2015-03-01 21:00:00	NQ	Futures	5226.19	5228.83	5225.89	5227.95	233.0
2015-03-01 21:30:00	NQ	Futures	5227.65	5227.95	5225.6	5225.6	122.0
2015-03-01 22:00:00	NQ	Futures	5225.6	5227.36	5225.3	5227.07	162.0
2015-03-01 22:30:00	NQ	Futures	5227.07	5227.65	5226.77	5227.07	55.0
2015-03-01 23:00:00	NQ	Futures	5227.07	5228.53	5226.77	5227.07	87.0
2015-03-01 23:30:00	NQ	Futures	5227.95	5228.24	5227.36	5227.95	40.0
2015-03-01 18:00:00	YM	Futures	18940.1	18969.3	18930.7	18965.2	878.0
2015-03-01 18:30:00	YM	Futures	18965.2	18966.2	18957.9	18961.0	175.0
2015-03-01 19:00:00	YM	Futures	18961.0	18965.2	18958.9	18961.0	217.0
2015-03-01 19:30:00	YM	Futures	18959.9	18959.9	18952.6	18954.7	147.0
2015-03-01 20:00:00	YM	Futures	18954.7	18955.8	18945.3	18946.4	365.0
2015-03-01 20:30:00	YM	Futures	18945.3	18947.4	18942.2	18943.2	189.0
2015-03-01 21:00:00	YM	Futures	18944.3	18953.7	18943.2	18951.6	251.0
2015-03-01 21:30:00	YM	Futures	18951.6	18952.6	18943.2	18943.2	166.0
2015-03-01 22:00:00	YM	Futures	18943.2	18950.5	18942.2	18948.5	53.0
2015-03-01 22:30:00	YM	Futures	18948.5	18950.5	18947.4	18947.4	83.0
2015-03-01 23:00:00	YM	Futures	18948.5	18950.5	18946.4	18948.5	19.0
2015-03-01 23:30:00	YM	Futures	18946.4	18949.5	18945.3	18948.5	48.0
2015-03-01 18:00:00	CL	Futures	81.68	81.97	81.3	81.6	1846.0
2015-03-01 18:30:00	CL	Futures	81.62	81.78	81.5	81.59	698.0
2015-03-01 19:00:00	CL	Futures	81.57	81.59	81.42	81.45	550.0
2015-03-01 19:30:00	CL	Futures	81.47	81.54	81.32	81.35	738.0
2015-03-01 20:00:00	CL	Futures	81.34	81.63	81.32	81.63	1046.0
2015-03-01 20:30:00	CL	Futures	81.62	81.68	81.49	81.57	974.0
2015-03-01 21:00:00	CL	Futures	81.57	81.62	81.47	81.57	1111.0
2015-03-01 21:30:00	CL	Futures	81.55	81.7	81.47	81.63	997.0
2015-03-01 22:00:00	CL	Futures	81.63	81.68	81.55	81.59	422.0
2015-03-01 22:30:00	CL	Futures	81.57	81.63	81.54	81.54	396.0
2015-03-01 23:00:00	CL	Futures	81.55	81.6	81.5	81.52	349.0
2015-03-01 23:30:00	CL	Futures	81.52	81.63	81.49	81.62	368.0
2015-03-01 18:00:00	GC	Futures	1658.9	1660.9	1656.8	1658.3	1157.0
2015-03-01 18:30:00	GC	Futures	1658.2	1659.8	1658.0	1659.0	393.0

> showing 50 of 503 rows — these rows as CSV

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